RBI Call/FACC 23-24/ AT0000A33LK2 /
2024-08-29 9:15:00 AM | Chg.-0.001 | Bid12:25:29 PM | Ask12:25:29 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.026EUR | -3.70% | 0.033 Bid Size: 10,000 |
0.063 Ask Size: 10,000 |
FACC AG INH.AKT. | 7.00 - | 2024-09-20 | Call |
Master data
WKN: | RC0848 |
---|---|
Issuer: | Raiffeisen Bank International AG |
Currency: | EUR |
Underlying: | FACC AG INH.AKT. |
Type: | Warrant |
Option type: | Call |
Strike price: | 7.00 - |
Maturity: | 2024-09-20 |
Issue date: | 2023-04-05 |
Last trading day: | 2024-09-19 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 12.18 |
Leverage: | Yes |
Calculated values
Fair value: | 0.04 |
---|---|
Intrinsic value: | 0.03 |
Implied volatility: | 0.61 |
Historic volatility: | 0.34 |
Parity: | 0.03 |
Time value: | 0.03 |
Break-even: | 7.60 |
Moneyness: | 1.04 |
Premium: | 0.04 |
Premium p.a.: | 0.97 |
Spread abs.: | 0.03 |
Spread %: | 100.00% |
Delta: | 0.65 |
Theta: | -0.01 |
Omega: | 7.91 |
Rho: | 0.00 |
Quote data
Open: | 0.026 |
---|---|
High: | 0.026 |
Low: | 0.026 |
Previous Close: | 0.027 |
Turnover: | - |
Market phase: | X RC P |
All quotes in EUR
Performance
1 Week | -31.58% | ||
---|---|---|---|
1 Month | -25.71% | ||
3 Months | -50.94% | ||
YTD | -3.70% | ||
1 Year | -63.38% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.027 | 0.026 |
---|---|---|
1M High / 1M Low: | 0.080 | 0.001 |
6M High / 6M Low: | 0.136 | 0.001 |
High (YTD): | 2024-06-12 | 0.136 |
Low (YTD): | 2024-08-05 | 0.001 |
52W High: | 2024-06-12 | 0.136 |
52W Low: | 2024-08-05 | 0.001 |
Avg. price 1W: | 0.027 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.030 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.055 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | 0.046 | |
Avg. volume 1Y: | 0.000 | |
Volatility 1M: | 5,216.70% | |
Volatility 6M: | 2,110.93% | |
Volatility 1Y: | 1,497.82% | |
Volatility 3Y: | - |